A Rust port of QuantLib for pricing, risk, and numerical methods, with Python and Go bindings over the same core. Pre-1.0: APIs may change. See status and scope and the release history.
cargo add libitofinRust guide and examples · API reference
Requires Python 3.10 or newer.
pip install itofinPython guide and examples · API reference
Requires Go 1.27.1, cgo, a C compiler, and the matching native release package. Follow the native installation guide first, then add the matching module version:
go get github.com/benbenbang/libitofin/sdk/go@v0.24.0Use -tags itofin_external for builds, runs, tests, and vet outside this checkout.
Go guide and examples · API reference
| Topic | Start here |
|---|---|
| Language guides and examples | Rust · Python · Go |
| Worked pricing walkthrough | Python, Rust, and Go |
| Releases, coverage, and remaining work | Status and scope · Issues |
| Build, test, and repository layout | Development |
| Architecture and porting principles | Design |
| Deliberate differences from QuantLib | Compatibility notes |
The tracked wiki/ pages hold detailed guides; the
MkDocs site provides language tabs and
API navigation.
BSD-3-Clause, the same license as QuantLib.